TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
TATACOMM 24APR2025 1700 CE | ||||||||||
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Delta: 0.13
Vega: 0.63
Theta: -1.01
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 1564.25 | 7.45 | -0.35 | 39.23 | 943 | 80 | 678 | |||
9 Apr | 1547.35 | 7.8 | -4.85 | 39.55 | 511 | -52 | 615 | |||
8 Apr | 1565.50 | 12.2 | -0.45 | 39.69 | 827 | 36 | 681 | |||
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7 Apr | 1549.85 | 12.5 | -4.25 | 38.38 | 665 | -2 | 625 | |||
4 Apr | 1598.05 | 18 | -7.55 | 33.02 | 1,052 | 20 | 634 | |||
3 Apr | 1631.25 | 24.1 | 8.45 | 30.69 | 2,023 | -19 | 610 | |||
2 Apr | 1595.20 | 15.4 | 1.75 | 30.96 | 549 | -50 | 636 | |||
1 Apr | 1579.65 | 13.4 | -1.2 | 30.80 | 942 | 165 | 685 | |||
28 Mar | 1578.20 | 14.55 | -7.55 | 29.84 | 1,001 | -99 | 520 | |||
27 Mar | 1594.55 | 21.65 | -3.35 | 31.94 | 2,178 | 416 | 627 | |||
26 Mar | 1604.95 | 23.95 | 5.05 | 29.95 | 289 | 113 | 191 | |||
25 Mar | 1578.25 | 19.05 | -9.8 | 30.92 | 58 | 31 | 78 | |||
24 Mar | 1611.95 | 29.3 | 2.15 | 30.71 | 35 | 19 | 47 | |||
21 Mar | 1610.00 | 27.15 | -1.3 | 28.29 | 11 | 0 | 29 | |||
20 Mar | 1605.20 | 28.25 | 21.4 | 29.99 | 52 | 35 | 35 | |||
19 Mar | 1561.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1700 expiring on 24APR2025
Delta for 1700 CE is 0.13
Historical price for 1700 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 7.45, which was -0.35 lower than the previous day. The implied volatity was 39.23, the open interest changed by 80 which increased total open position to 678
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 7.8, which was -4.85 lower than the previous day. The implied volatity was 39.55, the open interest changed by -52 which decreased total open position to 615
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 12.2, which was -0.45 lower than the previous day. The implied volatity was 39.69, the open interest changed by 36 which increased total open position to 681
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 12.5, which was -4.25 lower than the previous day. The implied volatity was 38.38, the open interest changed by -2 which decreased total open position to 625
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 18, which was -7.55 lower than the previous day. The implied volatity was 33.02, the open interest changed by 20 which increased total open position to 634
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 24.1, which was 8.45 higher than the previous day. The implied volatity was 30.69, the open interest changed by -19 which decreased total open position to 610
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 15.4, which was 1.75 higher than the previous day. The implied volatity was 30.96, the open interest changed by -50 which decreased total open position to 636
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 13.4, which was -1.2 lower than the previous day. The implied volatity was 30.80, the open interest changed by 165 which increased total open position to 685
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 14.55, which was -7.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by -99 which decreased total open position to 520
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 21.65, which was -3.35 lower than the previous day. The implied volatity was 31.94, the open interest changed by 416 which increased total open position to 627
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 23.95, which was 5.05 higher than the previous day. The implied volatity was 29.95, the open interest changed by 113 which increased total open position to 191
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 19.05, which was -9.8 lower than the previous day. The implied volatity was 30.92, the open interest changed by 31 which increased total open position to 78
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 29.3, which was 2.15 higher than the previous day. The implied volatity was 30.71, the open interest changed by 19 which increased total open position to 47
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 27.15, which was -1.3 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 29
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 28.25, which was 21.4 higher than the previous day. The implied volatity was 29.99, the open interest changed by 35 which increased total open position to 35
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
TATACOMM 24APR2025 1700 PE | |||||||
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Delta: -0.84
Vega: 0.72
Theta: -0.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 1564.25 | 149.1 | -0.65 | 44.09 | 36 | -8 | 174 |
9 Apr | 1547.35 | 149.75 | 14.25 | - | 6 | 0 | 183 |
8 Apr | 1565.50 | 135.5 | -20.4 | 31.72 | 6 | -5 | 183 |
7 Apr | 1549.85 | 155.9 | 45.65 | 54.29 | 48 | -26 | 187 |
4 Apr | 1598.05 | 110.25 | 25.4 | 35.11 | 20 | 1 | 214 |
3 Apr | 1631.25 | 84.4 | -30.9 | 30.01 | 70 | -10 | 215 |
2 Apr | 1595.20 | 115.2 | -13.5 | 32.64 | 12 | 3 | 229 |
1 Apr | 1579.65 | 128.7 | 11.15 | 35.45 | 10 | 1 | 224 |
28 Mar | 1578.20 | 117.55 | 5.15 | 20.93 | 18 | -3 | 223 |
27 Mar | 1594.55 | 112.85 | 6.35 | 27.40 | 72 | 5 | 229 |
26 Mar | 1604.95 | 104 | -14 | 29.01 | 202 | 140 | 165 |
25 Mar | 1578.25 | 118 | 15.1 | 23.94 | 4 | 3 | 24 |
24 Mar | 1611.95 | 104.35 | 5.1 | 31.70 | 18 | 15 | 19 |
21 Mar | 1610.00 | 99.25 | -7.75 | 27.46 | 2 | 0 | 2 |
20 Mar | 1605.20 | 107 | -192.3 | 27.80 | 2 | 0 | 0 |
19 Mar | 1561.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1700 expiring on 24APR2025
Delta for 1700 PE is -0.84
Historical price for 1700 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 149.1, which was -0.65 lower than the previous day. The implied volatity was 44.09, the open interest changed by -8 which decreased total open position to 174
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 149.75, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 135.5, which was -20.4 lower than the previous day. The implied volatity was 31.72, the open interest changed by -5 which decreased total open position to 183
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 155.9, which was 45.65 higher than the previous day. The implied volatity was 54.29, the open interest changed by -26 which decreased total open position to 187
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 110.25, which was 25.4 higher than the previous day. The implied volatity was 35.11, the open interest changed by 1 which increased total open position to 214
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 84.4, which was -30.9 lower than the previous day. The implied volatity was 30.01, the open interest changed by -10 which decreased total open position to 215
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 115.2, which was -13.5 lower than the previous day. The implied volatity was 32.64, the open interest changed by 3 which increased total open position to 229
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 128.7, which was 11.15 higher than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 224
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 117.55, which was 5.15 higher than the previous day. The implied volatity was 20.93, the open interest changed by -3 which decreased total open position to 223
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 112.85, which was 6.35 higher than the previous day. The implied volatity was 27.40, the open interest changed by 5 which increased total open position to 229
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 104, which was -14 lower than the previous day. The implied volatity was 29.01, the open interest changed by 140 which increased total open position to 165
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 118, which was 15.1 higher than the previous day. The implied volatity was 23.94, the open interest changed by 3 which increased total open position to 24
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 104.35, which was 5.1 higher than the previous day. The implied volatity was 31.70, the open interest changed by 15 which increased total open position to 19
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 99.25, which was -7.75 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 2
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 107, which was -192.3 lower than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 0
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0